+238.2%
HL vs PFG
+108.9%
+129.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | -5.6% | -3.0% | -2.6% | -4.2% |
| 30D | +12.7% | +2.5% | +10.3% | +11.1% |
| 3M | +42.5% | +6.1% | +36.5% | +37.5% |
| 6M | -9.0% | +31.3% | -40.3% | -21.7% |
| YTD | +4.4% | +33.6% | -29.2% | -11.0% |
| 1Y | +82.7% | +48.5% | +34.1% | +47.3% |
| 3Y | +406.3% | +69.6% | +336.7% | +271.8% |
| 5Y | +238.2% | +111.5% | +126.7% | +123.8% |
| All | +238.2% | +108.9% | +129.2% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling